It doesn't seem possible to filter the events list by category:none - this would be useful in finding events that were not correctly categorized. Could this functionality be added to a future release?
This is on my wish list and I'll add a vote for you. Meanwhile, if you give every event category a color, you can scroll through the list and look for items that have the default text color. Another option, if you're an administrator of your account, is to click the Export button at the bottom of the Events list on the website, open the exported file in a spreadsheet application like Excel and sort by the Category column.
In the website now, you can set the new "With the empty field" filter to "Category" to show all the uncategorized events.